You've no doubt heard the saying, "When in Rome, do as the Romans do." According to the Dictionary of Idiomatic English Phrases, this is "an ancient proverb recommending prudence in behaviour. We must adapt ourselves to the prejudices and customs of others." Evidently, this saying dates all the way back to the 300's AD. The story goes that St. Augustine and his mother were planning to visit Rome. The Christians there fasted on Saturday. This was not the practice in Milan where Augustine lived. Augustine consulted his mentor St. Ambrose who told him, "When I am here (in Milan) I do not fast on Saturday, when in Rome I do fast on Saturday." This appears to have given rise to the saying, "When in Rome do as the Romans do."
The custom of fasting on Saturday is what we would call an indifferent matter. It was a cultural practice, a particular religious discipline that in one place Christians fasted on Saturday while in another place they didn't. It makes sense to conform to a particular culture when you're an outsider regarding indifferent matters. You may notice this when you visit other churches while travelling. Even amongst traditional, liturgical, LC–MS churches you will see some variations in practice.
A problem arises when this mindset is taken too far. There are many practices that our culture promotes of which we should be wary because they are not indifferent. They run contrary to God's clear word. Sometimes dangerous cultural practices or mindsets finagle their way into the church or the lives of individual Christians. Some examples include: false definitions of marriage, the status of an unborn baby, losing ourselves in entertainment, living together before marriage, knowing more about our favorite sports team than the Bible, relying more on politcians than the Lord, or just generally wanting the church to look more like the world.
Now define this world as "Rome." We will not live in Rome forever. Spending too much time learning how to live in Rome, puts our eternal destiny in danger. We must be wary of everything the culture promotes as "good", yet we have the freedom, the obligation, to live in this world with our neighbors shining the light of God's love as we do so. You are a citizen of heaven living in Rome.